参数设置：

N1=20,n2=40 ,n3=20,m1=2,m2=2

variable:最近1次盈亏数额=0,c1=0;

MA5:MA(CLOSE,n2);

MA10:MA(CLOSE,n3);

CONDBUY:=CROSS(MA5,MA10);

CONDSELL:=CROSS(MA10,MA5);

平多开空:=CONDSELL and HOLDING>=0;

平空开多:=CONDBUY and HOLDING<=0;

持仓:HOLDING;

上次开仓量:=ENTERVOL;

d:=date+19000000;

日期条件:=if(d>20200101,1,0);

loss_num:=0;

win_num:=0;

if HOLDING=0  and 日期条件 then begin

 if condbuy then BUY(CONDBUY ,n1,NEXTOPEN);

 if condsell then BUYSHORT(CONDSELL,n1,NEXTOPEN);

END

开仓价格:=ENTERPRICE;

if CONDBUY =1 then 平仓价格:=c;

if CONDSELL=1 then 平仓价格:=c;

pc:=平仓价格;

if 持仓<0 and condbuy=1 and (PC-开仓价格)>0 then 最近1次盈亏数额:=1;

if 持仓<0 and condbuy=1 and (PC-开仓价格)>0 then 最近1次盈亏数额:=-1;

if 持仓>0 and condsell=1 and (PC-开仓价格)<0 then 最近1次盈亏数额:=-1;

if 持仓>0 and condsell=1 and (PC-开仓价格)>0 then 最近1次盈亏数额:=1;

dd:=最近1次盈亏数额;

最近2次盈亏数额:=NUMPROFIT(1);

最近3次盈亏数额:=NUMPROFIT(2);

最近4次盈亏数额:=NUMPROFIT(3);

3连亏:= 最近1次盈亏数额<0 and 最近2次盈亏数额<0 and 最近3次盈亏数额<0

and  最近4次盈亏数额>0;

3连盈:=最近1次盈亏数额>0 and 最近2次盈亏数额>0 and 最近3次盈亏数额>0

and  最近4次盈亏数额<0;

if HOLDING>0 and condsell  and 日期条件 then SELL(CONDsell,holding,THISCLOSE);

if HOLDING=0 and condsell and 3连亏  and 日期条件 then BEGIN

BUYSHORT( 1, 上次开仓量*m1,NEXTOPEN );

END

if HOLDING=0 and condsell and 3连盈  and 日期条件 then BEGIN

BUYSHORT( 1, 上次开仓量/m2,NEXTOPEN );

END

if HOLDING=0 and condsell and not(3连亏) and not(3连盈)  and 日期条件

 then BEGIN

BUYSHORT( 1, 上次开仓量,NEXTOPEN );

END

if HOLDING<0 and condbuy  and 日期条件 then SELLshort(condbuy,holding,THISCLOSE);

if HOLDING=0 and condbuy and 3连盈  and 日期条件 then BEGIN

BUY( 1, (-1)*上次开仓量/m2,NEXTOPEN );

END

if HOLDING=0 and condbuy and 3连亏  and 日期条件 then BEGIN

BUY( 1, (-1)*上次开仓量*m1,NEXTOPEN );

END

if HOLDING=0 and condbuy and not(3连亏) and not(3连盈)  and 日期条件

 then BEGIN

BUY( 1, (-1)*上次开仓量,NEXTOPEN );

END